Graças a @ Cris9288 , isso funciona:
awful.key({ modkey, "Control" }, "Left",
function()
for i = 1, screen.count() do
awful.tag.viewprev(screen[i])
end
end ),
awful.key({ modkey, "Control" }, "Right",
function()
for i = 1, screen.count() do
awful.tag.viewnext(screen[i])
end
end ),